Question
A. On November 6, 2020 (Friday), you sold $120,000 of the following Treasury note: Maturity Coupon Bid 8/31/202 0.250 99.1660 5 Asked 99.1720 Compute
A. On November 6, 2020 (Friday), you sold $120,000 of the following Treasury note: Maturity Coupon Bid 8/31/202 0.250 99.1660 5 Asked 99.1720 Compute the accrued interest and invoice (dirty or full) price of your transaction. Assume semi-annual coupon payments and ignore commission.
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Bond Markets Analysis and Strategies
Authors: Frank J.Fabozzi
9th edition
133796779, 978-0133796773
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